Clustering, multicollinearity, and singular vectors
Computational Statistics & Data Analysis (CSDA), 2020
Abstract
Let be a matrix with its pseudo-matrix and set . We prove that, after re-ordering the columns of , the matrix has a block-diagonal form where each block corresponds to a set of linearly dependent columns. This allows us to identify redundant columns in . We explore some applications in supervised and unsupervised learning, specially feature selection, clustering, and sensitivity of solutions of least squares solutions.
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